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      name:  <unnamed>
       log:  /Users/jesse/Dropbox/Ohio-HallResearch/Code/replication/table4.log
  log type:  text
 opened on:  11 Jun 2020, 09:25:57

. 
. ***** Trump-specific effects
. 
. use "$path/foreclosures_analysis.dta", clear

. 
. gen trump = year == 2016

. gen fore_trump = foreclosure_rate*trump

. 
. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate fore_trump trump [aw=pop_y], a(fips sy) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

HDFE Linear regression                          Number of obs     =      9,369
Absorbing 2 HDFE groups                         Replications      =      1,000
                                                Wald chi2(2)      =      48.54
                                                Prob > chi2       =     0.0000
                                                R-squared         =     0.9767
                                                Adj R-squared     =     0.9664
                                                Root MSE          =     2.8724

                                    (Replications based on 2,671 clusters in fips)
----------------------------------------------------------------------------------
                 |   Observed   Bootstrap                         Normal-based
         pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
foreclosure_rate |  -.3131972   .0936176    -3.35   0.001    -.4966843   -.1297101
      fore_trump |  -1.764475   .2777067    -6.35   0.000     -2.30877    -1.22018
           trump |          0  (omitted)
----------------------------------------------------------------------------------

Absorbed degrees of freedom:
-------------------------------------------------------------------+
     Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
-----------------+-------------------------------------------------|
            fips |            0            2671           2671 *   | 
              sy |          195             196              1     | 
-------------------------------------------------------------------+
* = fixed effect nested within cluster; treated as redundant for DoF computation

. local b1 = _b[foreclosure_rate]

. local se1 = _se[foreclosure_rate]

. local bint1 = _b[fore_trump]

. local seint1 = _se[fore_trump]

. local n1 = e(N)

. local nclust1 = e(N_clust)

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate fore_trump trump [aw=pop_y], a(fips popyear) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

HDFE Linear regression                          Number of obs     =      9,373
Absorbing 2 HDFE groups                         Replications      =      1,000
                                                Wald chi2(2)      =      76.34
                                                Prob > chi2       =     0.0000
                                                R-squared         =     0.9742
                                                Adj R-squared     =     0.9637
                                                Root MSE          =     3.0027

                                    (Replications based on 2,672 clusters in fips)
----------------------------------------------------------------------------------
                 |   Observed   Bootstrap                         Normal-based
         pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
foreclosure_rate |  -.1780282   .0644923    -2.76   0.006    -.3044307   -.0516256
      fore_trump |  -1.357235   .1658043    -8.19   0.000    -1.682206   -1.032265
           trump |          0  (omitted)
----------------------------------------------------------------------------------

Absorbed degrees of freedom:
-------------------------------------------------------------------+
     Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
-----------------+-------------------------------------------------|
            fips |            0            2672           2672 *   | 
         popyear |           39              40              1     | 
-------------------------------------------------------------------+
* = fixed effect nested within cluster; treated as redundant for DoF computation

. local b2 = _b[foreclosure_rate]

. local se2 = _se[foreclosure_rate]

. local bint2 = _b[fore_trump]

. local seint2 = _se[fore_trump]

. local n2 = e(N)

. local nclust2 = e(N_clust)

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate fore_trump trump [aw=pop_y], a(i.fips##c.year sy) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
......x.x...x...............x.x..........x.......x    50
...xx........x.......x............................   100
..xx..........x...................x....x..........   150
x...............................................x.   200
..xx.............................x...x.x..x.......   250
.....x.....x..x.x.x........x...............x......   300
......x...............x..x......................xx   350
..........................x..............xxx......   400
x......x........x...............................x.   450
..............x....x...................x.........x   500
...x.............x.................x...x..........   550
.....x.x....................................xx....   600
...........x...................x.............x....   650
.......x.x........x.xx............................   700
....x....................x.x.....x................   750
.x.x.............x..........xxx.x.................   800
............x..............x..............x.....xx   850
..............x...........xx........x..x....xx....   900
x.................x...x..........x.....x...x......   950
x......xx..x....x.........x...x....x.........x....  1000

HDFE Linear regression                          Number of obs     =      9,369
Absorbing 2 HDFE groups                         Replications      =        898
                                                Wald chi2(2)      =      47.58
                                                Prob > chi2       =     0.0000
                                                R-squared         =     0.9948
                                                Adj R-squared     =     0.9872
                                                Root MSE          =     1.7751

                                    (Replications based on 2,671 clusters in fips)
----------------------------------------------------------------------------------
                 |   Observed   Bootstrap                         Normal-based
         pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
foreclosure_rate |  -.0237704   .0709057    -0.34   0.737    -.1627429    .1152022
      fore_trump |  -1.813104   .2643593    -6.86   0.000    -2.331238   -1.294969
           trump |          0  (omitted)
----------------------------------------------------------------------------------

Absorbed degrees of freedom:
-------------------------------------------------------------------+
     Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
-----------------+-------------------------------------------------|
            fips |            0            2671           2671 *   | 
     fips#c.year |         2671            2671              0 ?   | 
              sy |          195             196              1     | 
-------------------------------------------------------------------+
? = number of redundant parameters may be higher
* = fixed effect nested within cluster; treated as redundant for DoF computation
Note: One or more parameters could not be estimated in 102 bootstrap
      replicates; standard-error estimates include only complete replications.

. local b3 = _b[foreclosure_rate]

. local se3 = _se[foreclosure_rate]

. local bint3 = _b[fore_trump]

. local seint3 = _se[fore_trump]

. local n3 = e(N)

. local nclust3 = e(N_clust)

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate fore_trump trump [aw=pop_y], a(i.fips##c.year popyear) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
...x.........................................x...x    50
......x.........x...............x.................   100
................x...................x.............   150
.....x............................................   200
......x...............x........................x..   250
...x.x..............x.............x...............   300
............x....x.............................x..   350
.........x........................................   400
.............................x.....x..............   450
x...........x..x...............................x..   500
....................x..........................x..   550
...........x.................................x....   600
..................................................   650
..................................x...............   700
....................x........x......x...........x.   750
..................................................   800
....x.............................................   850
.............x.......x............................   900
..................x...............................   950
.....x............................................  1000

HDFE Linear regression                          Number of obs     =      9,373
Absorbing 2 HDFE groups                         Replications      =        960
                                                Wald chi2(2)      =      45.34
                                                Prob > chi2       =     0.0000
                                                R-squared         =     0.9909
                                                Adj R-squared     =     0.9785
                                                Root MSE          =     2.3116

                                    (Replications based on 2,672 clusters in fips)
----------------------------------------------------------------------------------
                 |   Observed   Bootstrap                         Normal-based
         pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
foreclosure_rate |  -.1217122   .0672423    -1.81   0.070    -.2535048    .0100804
      fore_trump |  -.9894672   .1492775    -6.63   0.000    -1.282046   -.6968887
           trump |          0  (omitted)
----------------------------------------------------------------------------------

Absorbed degrees of freedom:
-------------------------------------------------------------------+
     Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
-----------------+-------------------------------------------------|
            fips |            0            2672           2672 *   | 
     fips#c.year |         2672            2672              0 ?   | 
         popyear |           39              40              1     | 
-------------------------------------------------------------------+
? = number of redundant parameters may be higher
* = fixed effect nested within cluster; treated as redundant for DoF computation
Note: One or more parameters could not be estimated in 40 bootstrap replicates;
      standard-error estimates include only complete replications.

. local b4 = _b[foreclosure_rate]

. local se4 = _se[foreclosure_rate]

. local bint4 = _b[fore_trump]

. local seint4 = _se[fore_trump]

. local n4 = e(N)

. local nclust4 = e(N_clust)

. 
. log close
      name:  <unnamed>
       log:  /Users/jesse/Dropbox/Ohio-HallResearch/Code/replication/table4.log
  log type:  text
 closed on:  11 Jun 2020, 09:46:10
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